Whether you set Adobe RGB or sRGB in camera only matters if you're shooting TiFFS or jpegs. If you're shooting in raw (and you probably should be) then it doesn't matter what colour space you have set in camera as the colour space isn't assigned to the image and you can choose either colour space at the raw editing stage.
sRGB means simple RGB and was the result of a collaboration a few years ago between Microsoft and I think Hewlett Packard IIRC - the idea being to create a colour space which would enable all of us viewing images on different monitors to see pretty much the same thing without necessarily having to calibrate monitors beyond their default settings.
Adobe RGB is a wider colour space in that it can display a wider range of colours, but it isn't a night and day difference and it does require that you properly calibrate your printer and monitor. The real advantage of Adobe RGB is in printing so you need to go the calibration route if you intend to work in this colour space and that can be a trial to say the least- you'll need to calibrate your monitors and printers and get proper profiles for each. . Also if you work in Adobe RGB and wish to publish any images on the web you'll need to convert them to sRGB for them to display properly.
If you use a commercial printer you'll need to find one who actually knows how to get the best out of Adobe RGB and the fact is most are quite happy for you to send them sRGB images.
The bottom line is the pro was probably right if you shoot jpeg or tiffs - but you should be shooting raw anyway.

FWIW my cameras are set to sRGB.